+24.3%
W vs FLNC
-69.0%
+93.2%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +10.2% | +0.8% | +9.4% |
| 7D | +8.4% | -2.1% | +10.5% | +8.6% |
| 30D | +16.5% | -20.8% | +37.3% | +20.3% |
| 3M | +6.4% | -61.3% | +67.8% | +22.2% |
| 6M | +90.5% | -50.9% | +141.4% | +101.4% |
| YTD | +23.1% | -69.4% | +92.4% | +40.4% |
| 1Y | +24.3% | -68.4% | +92.7% | +39.6% |
| All | +24.3% | -69.0% | +93.2% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FLNC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling